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Market Risk and Financial Markets Modeling

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The current financial crisis has revealed serious flaws in models, measures and, potentially, theories, that failed to provide forward-looking expectations for upcoming losses originated from market risks. The Proceedings of the Perm Winter School 2011 propose insights on many key issues and advances in financial markets modeling and risk measurement aiming to bridge the gap. The key addressed topics include: hierarchical and ultrametric models of financial crashes, dynamic hedging, arbitrage free modeling the term ...

Market Risk and Financial Markets Modeling 2014, Springer-Verlag Berlin and Heidelberg GmbH & Co. K, Berlin

ISBN-13: 9783642439742

2012 edition

Paperback

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Market Risk and Financial Markets Modeling 2012, Springer

ISBN-13: 9783642279300

2012 edition

Hardcover

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